-19.6%
KWEB vs EPAM
+157.4%
-177.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -7.8% | +2.4% | -10.2% | -8.5% |
| 30D | -6.4% | +42.3% | -48.8% | -16.8% |
| 3M | -14.6% | +60.7% | -75.3% | -27.2% |
| 6M | -25.0% | +80.5% | -105.5% | -39.6% |
| YTD | -32.7% | -20.4% | -12.3% | -30.7% |
| 1Y | -37.3% | -9.6% | -27.7% | -38.3% |
| 3Y | -5.9% | -30.5% | +24.6% | -5.4% |
| 5Y | -47.1% | -75.7% | +28.6% | -30.8% |
| All | -19.6% | +157.4% | -177.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling